Anic Equity¶

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Total return since start: 0.623 %¶

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Equity now: -----------------------------> 49577.96 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45516.75 Kr¶

PnL: ---------------------------------------> 460.75 Kr¶

DD now: ---------------------------------> -6.669 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 13:32:49.055547'

Anic Portfolio¶

Today¶

Return: 1.442 %¶

This Week¶

Return: 0.557 %¶

Total portfolio value¶

Return including deposits: 62.305 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.690000 1672.380000 203.380000 13.840000 1468.999998
Sedana Medical 93 5.430000 2708.160000 187.160000 7.420000 2521.000011
Orrön Energy 180 5.430000 2168.100000 125.100000 6.120000 2043.000000
Platzer Fastigheter Holding B 12 5.450000 1022.400000 61.400000 6.390000 960.999996
Atrium Ljungberg B 5 4.510000 995.500000 60.500000 6.470000 935.000000
JM 6 3.900000 912.000000 48.000000 5.560000 864.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Catena 2 3.980000 835.200000 43.200000 5.450000 792.000000
Sagax B 4 3.510000 897.200000 43.200000 5.060000 854.000000
Hoist Finance 35 1.220000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 3.020000 997.440000 30.440000 3.150000 966.999996
Gränges 9 1.940000 945.900000 17.900000 1.930000 927.999999
Bilia A 8 1.870000 916.800000 16.800000 1.870000 900.000000
BioGaia B 8 1.280000 946.400000 16.400000 1.760000 930.000000
HEXPOL B 9 -0.180000 1026.000000 5.000000 0.490000 1020.999996
Biotage 7 0.220000 945.000000 4.000000 0.430000 940.999997
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
OX2 13 1.170000 951.600000 1.600000 0.170000 949.999999
AcadeMedia 8 0.300000 402.000000 0.000000 0.000000 402.000000
EQT 4 0.480000 832.000000 0.000000 0.000000 832.000000
Byggmax Group 33 0.210000 955.020000 -0.980000 -0.100000 956.000001
ASSA ABLOY B 3 -0.620000 771.000000 -8.000000 -1.030000 779.000001
Alimak Group 11 0.240000 919.600000 -8.400000 -0.910000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Nordic Waterproofing Holding 7 0.740000 950.600000 -16.400000 -1.700000 966.999999
SKF B 5 -1.770000 915.500000 -24.500000 -2.610000 940.000000
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
Latour B 4 0.240000 820.000000 -37.000000 -4.320000 857.000000
Indutrade 5 1.720000 1181.000000 -37.000000 -3.040000 1218.000000
Addnode Group B 11 -2.320000 880.550000 -40.450000 -4.390000 921.000003
Vitec Software Group B 2 0.290000 1045.000000 -42.000000 -3.860000 1087.000000
Hexagon B 26 0.610000 3411.200000 -49.800000 -1.440000 3461.000010
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.570000 1047.000000 -62.000000 -5.590000 1109.000001
BHG Group 97 2.650000 1390.980000 -68.020000 -4.660000 1458.999989
TOTAL 45516.750000 460.750000 -6.66861% 45056.000411

Updated:¶

'2023-07-04 13:33:05.784971'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶